Agency MBS Transaction Summary
            
Gross purchases from March 22 through March 28, 2018: $2,941 million
Sales (dollar rolls) from March 22 through March 28, 2018: $0 million
Net purchases from March 22 through March 28, 2018: $2,941 million
 
All amounts reflect current face
    
        
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                        | Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |  
| Maturity | Coupon | Settlement Month | FHLMC | FNMA | GNMA | GNMA2 |  
                                    | 30 Year | 3.5 | Apr | 126 | 179 | 0 | 310 |  
                                    |  | 4.0 | Apr | 419 | 590 | 0 | 677 |  
                                    |  | 4.5 | Apr | 121 | 171 | 0 | 190 |  
                                    |  |  |  |  |  |  |  |  
                            | 15 Year | 3.5 | Apr | 68 | 90 | 0 | 0 |  
                                  |  |  |  |  |  |  |  |  
                                    | Total |  |  | 734 | 1,030 | 0 | 1,177 |  
| *Does not include trades associated with small value exercises. |  |